Trading Metrics calculated at close of trading on 11-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2020 |
11-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
6,561.0 |
6,594.0 |
33.0 |
0.5% |
6,548.5 |
High |
6,632.5 |
6,604.5 |
-28.0 |
-0.4% |
6,632.5 |
Low |
6,551.5 |
6,511.5 |
-40.0 |
-0.6% |
6,508.0 |
Close |
6,604.0 |
6,544.5 |
-59.5 |
-0.9% |
6,544.5 |
Range |
81.0 |
93.0 |
12.0 |
14.8% |
124.5 |
ATR |
104.3 |
103.5 |
-0.8 |
-0.8% |
0.0 |
Volume |
146,698 |
173,817 |
27,119 |
18.5% |
621,006 |
|
Daily Pivots for day following 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,832.5 |
6,781.5 |
6,595.5 |
|
R3 |
6,739.5 |
6,688.5 |
6,570.0 |
|
R2 |
6,646.5 |
6,646.5 |
6,561.5 |
|
R1 |
6,595.5 |
6,595.5 |
6,553.0 |
6,574.5 |
PP |
6,553.5 |
6,553.5 |
6,553.5 |
6,543.0 |
S1 |
6,502.5 |
6,502.5 |
6,536.0 |
6,481.5 |
S2 |
6,460.5 |
6,460.5 |
6,527.5 |
|
S3 |
6,367.5 |
6,409.5 |
6,519.0 |
|
S4 |
6,274.5 |
6,316.5 |
6,493.5 |
|
|
Weekly Pivots for week ending 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,935.0 |
6,864.5 |
6,613.0 |
|
R3 |
6,810.5 |
6,740.0 |
6,578.5 |
|
R2 |
6,686.0 |
6,686.0 |
6,567.5 |
|
R1 |
6,615.5 |
6,615.5 |
6,556.0 |
6,588.5 |
PP |
6,561.5 |
6,561.5 |
6,561.5 |
6,548.0 |
S1 |
6,491.0 |
6,491.0 |
6,533.0 |
6,464.0 |
S2 |
6,437.0 |
6,437.0 |
6,521.5 |
|
S3 |
6,312.5 |
6,366.5 |
6,510.5 |
|
S4 |
6,188.0 |
6,242.0 |
6,476.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,632.5 |
6,508.0 |
124.5 |
1.9% |
79.5 |
1.2% |
29% |
False |
False |
124,201 |
10 |
6,632.5 |
6,237.0 |
395.5 |
6.0% |
96.0 |
1.5% |
78% |
False |
False |
125,283 |
20 |
6,632.5 |
6,237.0 |
395.5 |
6.0% |
94.5 |
1.4% |
78% |
False |
False |
118,786 |
40 |
6,632.5 |
5,463.0 |
1,169.5 |
17.9% |
115.0 |
1.8% |
92% |
False |
False |
117,592 |
60 |
6,632.5 |
5,463.0 |
1,169.5 |
17.9% |
109.0 |
1.7% |
92% |
False |
False |
109,939 |
80 |
6,632.5 |
5,463.0 |
1,169.5 |
17.9% |
104.5 |
1.6% |
92% |
False |
False |
97,991 |
100 |
6,632.5 |
5,463.0 |
1,169.5 |
17.9% |
89.5 |
1.4% |
92% |
False |
False |
78,395 |
120 |
6,632.5 |
5,463.0 |
1,169.5 |
17.9% |
76.5 |
1.2% |
92% |
False |
False |
65,331 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,000.0 |
2.618 |
6,848.0 |
1.618 |
6,755.0 |
1.000 |
6,697.5 |
0.618 |
6,662.0 |
HIGH |
6,604.5 |
0.618 |
6,569.0 |
0.500 |
6,558.0 |
0.382 |
6,547.0 |
LOW |
6,511.5 |
0.618 |
6,454.0 |
1.000 |
6,418.5 |
1.618 |
6,361.0 |
2.618 |
6,268.0 |
4.250 |
6,116.0 |
|
|
Fisher Pivots for day following 11-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
6,558.0 |
6,572.0 |
PP |
6,553.5 |
6,563.0 |
S1 |
6,549.0 |
6,553.5 |
|